+2.7%
EWZ vs SFM
-38.0%
+40.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | +1.3% | -6.9% | +8.2% | +1.1% |
| 30D | -26.2% | -25.0% | -1.2% | -26.9% |
| 3M | -8.6% | -42.7% | +34.1% | -11.6% |
| 6M | -17.0% | -41.0% | +24.0% | -19.3% |
| YTD | +2.2% | -38.7% | +40.8% | +1.0% |
| 1Y | +2.7% | -38.1% | +40.8% | +1.5% |
| All | +2.7% | -38.0% | +40.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling